Learn Swedish: Kniven är av stål. - The knife is made of steel.

In Swedish, using är av (is of) followed by a material is the standard way to express that something is "made of" that material. The concept of "made" is naturally implied by the preposition av in this context.

Could I explicitly add the word for "made" and say är gjord av stål?

Yes, you can! Saying Kniven är gjord av stål is perfectly correct. However, simply saying är av stål is shorter, very common, and sounds just as natural.

Since English sometimes says "made from", can I use från instead of av here?

No, you should stick to av. In Swedish, från is primarily used for geographical or directional origin (like coming from a place). When stating the physical material an object consists of, always use av.

Instead of using a preposition, could I describe the material using a single noun?

Absolutely, Swedish loves compound words! You can combine the material and the object to make stålkniven (the steel knife). Using a compound noun or using av (as shown in this sentence) are both excellent ways to describe an object's material.